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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ARMOUR Residential REIT (ARR) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.0
Avg Daily Volume: 3,170,222    Market Cap: 2.2B
Sector: Financial    Short Interest: 8.69
Live Interactive Chart
Days to Next Earnings: 104 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 18, 2026 AC 1.0 $17.68 @$18.00 $1.25
($17.68)
6.94% -1.69% I -0.11% I $17.66 $1.12
( $17.66 )
-10.4%
Oct. 22, 2025 AC 1.1 $15.77 @$16.00 $1.02
($15.77)
6.38% 1.71% I 1.07% I $15.94 $1.05
( $15.94 )
2.94%
July 23, 2025 AC 1.2 $16.89 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 23, 2025 AC 1.2 $14.88 @$15.00
Feb. 12, 2025 AC 1.3 $18.91 @$19.00
Oct. 23, 2024 AC 1.4 $19.58 @$20.00
July 24, 2024 AC 1.4 $20.68 @$21.00
April 25, 2024 AC 1.4 $18.21 @$18.00
Feb. 14, 2024 AC 1.4 $18.27 @$18.00
Oct. 25, 2023 AC 1.6 $14.22 @$14.00

 
 
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